+11,830.0%
GOOG vs WST
+5,285.4%
+6,544.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +4.8% | +4.9% | 0.0% | +3.3% |
| 30D | -15.5% | +10.7% | -26.2% | -18.3% |
| 3M | -13.7% | +16.8% | -30.5% | -18.1% |
| 6M | -23.0% | +32.0% | -54.9% | -30.0% |
| YTD | -5.7% | +49.9% | -55.6% | -18.5% |
| 1Y | +3.0% | +50.6% | -47.6% | -11.2% |
| 3Y | +122.4% | +21.4% | +101.0% | +86.3% |
| 5Y | +99.2% | -0.6% | +99.8% | +75.5% |
| 10Y | +690.8% | +449.4% | +241.4% | +246.4% |
| All | +11,830.0% | +5,285.4% | +6,544.7% | +2,243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling